add support of Consolidation Zone ibside XPOIDetector and XPOIState ...

This commit is contained in:
2025-02-26 22:34:40 +03:30
parent 476bcaece8
commit af9c398338
14 changed files with 1993 additions and 1986 deletions
+128 -2
View File
@@ -3754,6 +3754,132 @@ int ExtractSwings(
return result;
}
//
// Consolidation Zone ...
struct XConsolidationZone
{
//
// Props ...
//
string symbol; // Symbol ...
ENUM_TIMEFRAMES period; // Period ...
//
double upper; // Upper ...
double lower; // Lower ...
//
datetime from; // Start Date
datetime to; // Breake Date
//
ENUM_X_DIRECTION dir; // Break Direction ...
//
// Constructor ...
XConsolidationZone()
{
Clean();
}
//
// Tools ...
/**
* Cleanup ...
*/
void Clean()
{
//
upper = 0;
lower = 0;
//
to = NULL;
from = NULL;
symbol = NULL;
period = NULL;
dir = X_DIRECTION_NONE;
//
ZeroMemory(this);
}
/**
* Validate ...
*
* @return ( bool )
*/
bool IsValid()
{
//
bool result = false;
//
result =
//
upper > 0 &&
lower > 0 &&
IsValid(to) &&
IsValid(from) &&
IsValid(symbol) &&
IsValid(period) &&
HasDirection(dir)
//
;
//
return result;
}
bool IsSameAs(
XConsolidationZone &item //
)
{
//
bool result = false;
//
result = IsValid() &&
item.IsValid() &&
dir == item.dir &&
from == item.from &&
upper == item.upper &&
lower == item.lower &&
symbol == item.symbol &&
period == item.period;
//
return result;
}
/**
* Retrieve Unique Identifier ...
*
* @return ( string )
*/
string GetTag()
{
//
string result =
//
"XCZONE" + "_" +
ToString(dir) + "_" +
symbol + "_" +
ToString(period) + "_" +
ToString(upper) + "_" +
ToString(lower)
//
;
//
return result;
}
//
};
//
// Functions ...
@@ -5255,9 +5381,9 @@ int FillPrice(
}
//
if (_mLoopback < 7)
if (_mLoopback < 1)
{
_mLoopback = 7;
_mLoopback = 1;
}
//
File diff suppressed because it is too large Load Diff
+15 -421
View File
@@ -67,6 +67,9 @@ enum ENUM_XPOIS
// Fair Value Gaps ...
X_POI_BULLISH_FVG, // Bullish Order Block ...
X_POI_BEARISH_FVG, // Bearish Order Block ...
//
X_BULLISH_CONSOLIDATION_ZONE,
X_BEARISH_CONSOLIDATION_ZONE,
};
//
@@ -111,6 +114,8 @@ enum ENUM_XPOI_EVENTS
// Fair Value Gaps ...
X_BULLISH_FVG_DETECTED, // Bullish Fair Value Gapّ ...
X_BEARISH_FVG_DETECTED, // Bearish Fair Value Gapّ ...
X_BULLISH_CONSOLIDATION_ZONE_DETECTED,
X_BEARISH_CONSOLIDATION_ZONE_DETECTED,
};
//
@@ -222,6 +227,16 @@ string ToString(ENUM_XPOIS value)
case X_POI_TICKS_ZONES:
result = "XTKSZ";
break;
//
case X_BULLISH_CONSOLIDATION_ZONE:
result = "XBULLCZ";
break;
//
case X_BEARISH_CONSOLIDATION_ZONE:
result = "XBEARCZ";
break;
}
//
@@ -5175,427 +5190,6 @@ class XCSession : public XCFromToZone
//
};
//
// Consolidation Zone ...
struct XConsolidationZone
{
//
// Props ...
//
string symbol; // Symbol ...
ENUM_TIMEFRAMES period; // Period ...
//
double upper; // Upper ...
double lower; // Lower ...
//
datetime initTime;
int loopback; // Loopback ...
//
ENUM_X_DIRECTION breakDir; // Break Direction ...
XOHCL breakerBar; // Breaker Bar ...
//
// Constructor ...
XConsolidationZone()
{
Clean();
}
//
// Tools ...
/**
* Initialize Zone ...
*
* @param _symbol: String ...
* @param _period: ENUM_TIMEFRAMES member ...
* @param _upper: Double ...
* @param _lower: Double ...
* @param _loopback: Integer ...
*
* @return ( bool )
*/
bool Init(
string _symbol,
ENUM_TIMEFRAMES _period,
double _upper,
double _lower,
int _loopback //
)
{
//
bool result = false;
//
_symbol = NormalizeSymbol(_symbol);
_period = NormalizePeriod(_period);
//
result =
//
_upper > 0 &&
_lower > 0 &&
_loopback > 0
//
;
if (!result)
{
return result;
}
//
upper = _upper;
lower = _lower;
symbol = _symbol;
period = _period;
loopback = _loopback;
//
result = IsValid();
if (result)
{
initTime = TimeCurrent();
}
//
return result;
}
/**
* Update Breaked State ...
*/
void Update()
{
//
if (!IsValid())
{
return;
}
//
if (IsBreaked())
{
return;
}
//
XOHCL cBar;
bool isInited = cBar.Init(
symbol,
period,
0 //
);
if (!isInited)
{
return;
}
//
XOHCL pBar;
isInited = cBar.GetPreviousBar(pBar);
if (!isInited)
{
return;
}
//
// Check Consolidation Hounts ...
bool isHountTop = cBar.high > upper &&
cBar.low < upper &&
cBar.GetUp() < upper;
bool isHountBottom = cBar.low < lower &&
cBar.high > lower &&
cBar.GetDown() > lower;
bool isHounted = isHountTop ||
isHountBottom;
if (isHounted)
{
//
if (isHountTop)
{
upper = cBar.high;
}
//
if (isHountBottom)
{
lower = cBar.low;
}
//
return;
}
//
// Check Consolidation Breaks ...
bool isBreakTop = (cBar.GetUp() > upper &&
cBar.GetDown() < upper) ||
(cBar.low > upper &&
cBar.high > upper);
bool isBreakBottom = (cBar.GetDown() < lower &&
cBar.GetUp() > lower) ||
(cBar.high < lower &&
cBar.low < lower);
bool isBreaked = isBreakTop ||
isBreakBottom;
if (!isBreaked)
{
return;
}
//
// Calculate Break Direction ...
breakerBar = cBar;
breakDir = isBreakTop
? X_DIRECTION_BULLISH
: isBreakBottom
? X_DIRECTION_BEARISH
: X_DIRECTION_NONE;
}
/**
* Cleanup ...
*/
void Clean()
{
//
upper = 0;
lower = 0;
loopback = 0;
symbol = NULL;
period = NULL;
initTime = NULL;
breakerBar.Clean();
breakDir = X_DIRECTION_NONE;
//
ZeroMemory(this);
}
/**
* Validate ...
*
* @return ( bool )
*/
bool IsValid()
{
//
bool result = false;
//
result =
//
IsValid(symbol) &&
IsValid(period) &&
upper > 0 &&
lower > 0 &&
loopback > 0
//
;
//
return result;
}
/**
* Check Zone is Breaked or not ...
*
* @return ( bool )
*/
bool IsBreaked()
{
//
bool result = false;
//
result = breakerBar.IsValid() &&
HasDirection(breakDir);
//
return result;
}
/**
* Detect Supply Zone if Exists ...
*
* @return ( bool )
*/
bool HasSupplyZone(
XCSupplyZone *&zone //
)
{
//
bool result = false;
//
result = IsBreaked() &&
breakDir == X_DIRECTION_BEARISH;
if (!result)
{
return result;
}
//
// Implment Zone Finding ...
int index = breakerBar.Index();
int hhIDX = iHighest(
symbol,
period,
MODE_HIGH,
loopback,
index //
);
result = IsValidIndex(hhIDX);
if (!result)
{
return result;
}
//
XOHCL hhBar;
result = hhBar.Init(
symbol,
period,
hhIDX //
);
if (!result)
{
return result;
}
//
zone = new XCSupplyZone();
result = zone.Init(
hhBar,
loopback //
);
//
return result;
}
/**
* Detect Demand Zone if Exists ...
*
* @return ( bool )
*/
bool HasDemandZone(
XCDemandZone *&zone //
)
{
//
bool result = false;
//
result = IsBreaked() &&
breakDir == X_DIRECTION_BULLISH;
if (!result)
{
return result;
}
//
// Implment Zone Finding ...
int index = breakerBar.Index();
int llIDX = iLowest(
symbol,
period,
MODE_LOW,
loopback,
index //
);
result = IsValidIndex(llIDX);
if (!result)
{
return result;
}
//
XOHCL llBar;
result = llBar.Init(
symbol,
period,
llIDX //
);
if (!result)
{
return result;
}
//
zone = new XCDemandZone();
result = zone.Init(
llBar,
loopback //
);
//
return result;
}
/**
* Retrieve Start Time ...
*
* @return ( datetime )
*/
datetime From()
{
//
datetime result = NULL;
//
if (!IsValid())
{
return result;
}
//
int startIndex = iBarShift(
symbol,
period,
initTime //
);
//
result = iTime(
symbol,
period,
loopback + startIndex //
);
//
return result;
}
/**
* Retrieve Unique Identifier ...
*
* @return ( string )
*/
string GetTag()
{
//
string result =
//
"ConsolidationZone" + "_" +
symbol + "_" +
ToString(period) + "_" +
ToString(upper) + "_" +
ToString(lower)
//
;
//
return result;
}
//
};
//
struct XBoxZone
{
+62 -109
View File
@@ -384,6 +384,11 @@ struct XPOIState
XCFVG *bullishFairValueGaps[]; // Holds Founded Bullish Fair Value Gaps ...
XCFVG *bearishFairValueGaps[]; // Holds Founded Bearish Fair Value Gaps ...
//
XConsolidationZone consolidationZones[]; // Holds Founded Consolidation Zones ...
XConsolidationZone bullishConsolidationZones[]; // Holds Founded Bullish Consolidation Zones ...
XConsolidationZone bearishConsolidationZones[]; // Holds Founded Bearih Consolidation Zones ...
//
// Constructor ...
void XPOIState()
@@ -437,6 +442,11 @@ struct XPOIState
Clean(bullishFairValueGaps);
Clean(bearishFairValueGaps);
//
Clean(consolidationZones);
Clean(bullishConsolidationZones);
Clean(bearishConsolidationZones);
//
ZeroMemory(this);
}
@@ -474,20 +484,22 @@ struct XPOIState
//
result =
//
IsValidSize(CountSwingHighs()) ||
IsValidSize(CountSwingLows()) ||
IsValidSize(CountBullishMomentumBars()) ||
IsValidSize(CountBearishMomentumBars()) ||
IsValidSize(CountBullishRejectionBars()) ||
IsValidSize(CountBearishRejectionBars()) ||
IsValidSize(CountSupportZones()) ||
IsValidSize(CountResistanceZones()) ||
IsValidSize(CountSupplyZones()) ||
IsValidSize(CountDemandZones()) ||
IsValidSize(CountBullishOrderBlocks()) ||
IsValidSize(CountBearishOrderBlocks()) ||
IsValidSize(CountBullishFairValueGaps()) ||
IsValidSize(CountBearishFairValueGaps())
HasSwingLows() ||
HasSwingHighs() ||
HasSupplyZones() ||
HasDemandZones() ||
HasSupportZones() ||
HasResistanceZones() ||
HasBullishOrderBlocks() ||
HasBearishOrderBlocks() ||
HasBullishMomentumBars() ||
HasBearishMomentumBars() ||
HasBullishRejectionBars() ||
HasBearishRejectionBars() ||
HasBullishFairValueGaps() ||
HasBearishFairValueGaps() ||
HasBullishConsolidationZones() ||
HasBearishConsolidationZones()
//
;
@@ -495,101 +507,6 @@ struct XPOIState
return result;
}
/**
* Fill Dest State by Current State's Data ...
*
* @param dest: XPOIState instance, reference to specified dest ...
*
*/
void Fill(XPOIState &dest)
{
//
if (!IsValid() ||
!HasChild())
{
return;
}
//
dest.symbol = symbol;
dest.period = period;
dest.time = time;
//
Copy(
swingHighs,
dest.swingHighs,
false //
);
Copy(
swingLows,
dest.swingLows,
false //
);
Copy(
bullishMomentumBars,
dest.bullishMomentumBars,
false //
);
Copy(
bearishMomentumBars,
dest.bearishMomentumBars,
false //
);
Copy(
bullishRejectionBars,
dest.bullishRejectionBars,
false //
);
Copy(
bearishRejectionBars,
dest.bearishRejectionBars,
false //
);
Copy(
supportZones,
dest.supportZones,
false //
);
Copy(
resistanceZones,
dest.resistanceZones,
false //
);
Copy(
supplyZones,
dest.supplyZones,
false //
);
Copy(
demandZones,
dest.demandZones,
false //
);
Copy(
bullishOrderBlocks,
dest.bullishOrderBlocks,
false //
);
Copy(
bearishOrderBlocks,
dest.bearishOrderBlocks,
false //
);
Copy(
bullishFairValueGaps,
dest.bullishFairValueGaps,
false //
);
Copy(
bearishFairValueGaps,
dest.bearishFairValueGaps,
false //
);
//
}
//
// Counters ...
@@ -1068,6 +985,42 @@ struct XPOIState
return IsValidSize(CountBearishFairValueGaps());
}
//
bool HasConsolidationZones()
{
return HasChild(consolidationZones);
}
//
int CountConsolidationZones()
{
return ArraySize(consolidationZones);
}
//
bool HasBullishConsolidationZones()
{
return HasChild(bullishConsolidationZones);
}
//
int CountBullishConsolidationZones()
{
return ArraySize(bullishConsolidationZones);
}
//
bool HasBearishConsolidationZones()
{
return HasChild(bearishConsolidationZones);
}
//
int CountBearishConsolidationZones()
{
return ArraySize(bearishConsolidationZones);
}
//
void UpdateTo(datetime value = NULL)
{